Risk Suite

Complete energy risk management. No oversimplification.

  1. Using disparate systems for my multi-commodity/geography portfolio isn’t working. I need a single consolidated risk metric.
  2. My existing systems can't handle complex risk metrics. I need add-on functionality.
  3. I want a single energy risk management application that does it all.

 

 

Manage energy risk metrics adeptly with Risk Suite.

Part of Lacima Analytics, Risk Suite provides a comprehensive range of portfolio risk metrics that can handle the simplest to the most complex requirements, taking into consideration the unique behaviour of energy prices, the complexities of financial hedge contracts and the operational constraints of physical assets. 

Each solution of the Risk Suite can be delivered individually or combined seamlessly with any other suite or solution(s) in any suite in Lacima Analytics to create an answer tailored to your specific needs.

Solutions include:

Stochastic single, multi-factor and hybrid energy risk models to calculate and report all the relevant key market and credit-based risk metrics available:

Value-based metrics

  • Mark-to-market
  • Delta VaR
  • Historic simulation VaR
  • Monte-Carlo VaR
  • Potential Future Exposure

Cash flow based metrics

  • Revenue-at-risk
  • Earnings-at-risk
  • Cash flow-at-risk

Benefits

  • Feel confident that your energy risk management system is developed and supported by risk specialists
  • Single consistent view of risk across all commodities and regions
  • Ensure consistency of risk calculations across disparate ETRM systems.
  • In-depth analysis with comprehensive drill-down to splice and dice by any attribute such as region, book, commodity and counterparty
  • Analysis at portfolio level of financial contracts and physical assets for a complete view of your market risk
  • Perform hedge analysis to determine the best hedging strategies
  • Apply sensitivity analysis, stress tests, what-if and scenario analyses across portfolios
  • Flexibility of a spreadsheet within an application environment providing all the security and controls for good risk management practice and auditability
  • Fixed price integration tailored to your environment with no hidden costs
  • No costly replacements of existing deal capture systems and databases
  • Full transparency with published analytics methods readily available to clients

Risk Suite Fact Sheet